[cmd] python3 backtester_dual_long_short_fast_pack_v2.py --cfg /var/www/vps2.happyuser.info/top/top_1/UI/data/runs/38854896-3f59-4d72-9038-f3a66fdece6b/cfg_merged.yaml --limit-bars 5000 --npz /var/www/vps2.happyuser.info/top/top_1/DB/ena_ohlcv_30s_1y_from_ticks_compat_np1.npz --plots /var/www/vps2.happyuser.info/top/top_1/UI/data/runs/38854896-3f59-4d72-9038-f3a66fdece6b --export-curves /var/www/vps2.happyuser.info/top/top_1/UI/data/runs/38854896-3f59-4d72-9038-f3a66fdece6b/curves.csv { "equity_start_total": 200.0, "equity_end_realized_total": 203.60875707466138, "equity_end_mtm_total": 202.08940006626233, "equity_end_realized_long": 102.54360013080273, "equity_end_realized_short": 101.06515694385864, "realized_pnl_long": 2.5436001308027336, "realized_pnl_short": 1.0651569438586375, "realized_pnl_total": 3.6087570746613737, "unrealized_pnl_long": -0.030997347936745356, "unrealized_pnl_short": -1.4883596604623008, "unrealized_pnl_total": -1.5193570083990462, "total_pnl_mtm": 2.0894000662623275, "total_pnl": 2.0894000662623275, "return_mtm_pct_on_start": 1.0447000331311638, "terminal_unrealized_to_realized_ratio": -0.42101947483999447, "final_mark_px": 0.10354, "trades_long": 161, "trades_short": 101, "trades_total": 262, "win_rate_long_%": 95.03105590062111, "win_rate_short_%": 97.02970297029702, "mdd_mtm_frac": -0.020303985688087497, "mdd_mtm_%": -2.03039856880875, "mdd_realized_frac": -0.00023462124042305534, "mdd_realized_%": -0.023462124042305535, "margin_call_events_total": 0, "bars_in_margin_call": 0, "dynamic_slippage_model": { "kind": "constant", "base_bp": 9.380229915652661 }, "backtest_use_live_sync": false, "backtest_fast_time_rows": false, "backtest_manage_snapshots": false, "backtest_slippage_config": { "enabled": true, "mode": "static", "static_bp": 9.380229915652661, "note": "Fresh calibrated fallback from 668 live fill observations. Historical NPZ has no orderbook sweep columns, so use static 9.3802bp." }, "maker_fee_rate": 0.0002, "warmup_bars_seen": 0, "trade_start_ts_s": null, "order_event_counts": { "open_long": 42, "open_short": 20, "open_limit_long": 0, "open_limit_short": 0, "open_limit_miss_long": 0, "open_limit_miss_short": 0, "close_long": 41, "close_short": 19, "partial_long": 120, "partial_short": 82, "dca_long": 123, "dca_short": 82, "dca_limit_long": 0, "dca_limit_short": 0 }, "close_reason_summary": { "TP Full": 60, "Sub-sell last lot": 120, "Sub-cover last lot": 82 }, "close_reason_counts_debug_enabled": false, "total_order_events": 529, "elapsed_sec": 3.3882791996002197, "curves_csv": "/var/www/vps2.happyuser.info/top/top_1/UI/data/runs/38854896-3f59-4d72-9038-f3a66fdece6b/curves.csv", "plots_dir": "/var/www/vps2.happyuser.info/top/top_1/UI/data/runs/38854896-3f59-4d72-9038-f3a66fdece6b", "plots": [ "/var/www/vps2.happyuser.info/top/top_1/UI/data/runs/38854896-3f59-4d72-9038-f3a66fdece6b/dual_realized_pnl.png", "/var/www/vps2.happyuser.info/top/top_1/UI/data/runs/38854896-3f59-4d72-9038-f3a66fdece6b/dual_mtm_pnl.png", "/var/www/vps2.happyuser.info/top/top_1/UI/data/runs/38854896-3f59-4d72-9038-f3a66fdece6b/dual_pnl_panels_all.png", "/var/www/vps2.happyuser.info/top/top_1/UI/data/runs/38854896-3f59-4d72-9038-f3a66fdece6b/dual_margin_call_excess.png" ] }